public virtual void TestPositionSyncAndStopExits()
{
using (VerifyFeed verify = Factory.Utility.VerifyFeed(symbol))
using (Agent provider = ProviderFactory()) {
verify.PauseSeconds = secondsDelay;
provider.SendEvent(new EventItem(verify, null, EventType.Connect, null));
provider.SendEvent(new EventItem(verify, symbol, EventType.StartSymbol, new StartSymbolDetail(TimeStamp.MinValue)));
VerifyConnected(verify);
ClearOrders(0);
ClearPosition(provider, verify, secondsDelay);
TickIO lastTick = verify.LastTick;
double bid = lastTick.IsTrade ? lastTick.Price : lastTick.Bid;
double ask = lastTick.IsTrade ? lastTick.Price : lastTick.Ask;
int strategyPosition = 0;
CreateExit(strategy, OrderType.SellStop, bid - 180 * symbol.MinimumTick, strategyPosition);
LogicalOrder exitBuyStop = CreateExit(strategy, OrderType.BuyStop, ask + 540 * symbol.MinimumTick, strategyPosition);
var count = verify.Verify(2, assertTick, secondsDelay, () => {
SendOrders(provider, verify, 0, secondsDelay);
});
Assert.GreaterOrEqual(count, 2, "tick count");
ClearOrders(0);
ClearPosition(provider, verify, secondsDelay);
var expectedTicks = 1;
count = verify.Wait(expectedTicks, secondsDelay);
}
}
public void TestLogicalLimitOrders()
{
using (VerifyFeed verify = Factory.Utility.VerifyFeed(symbol))
using (Agent provider = ProviderFactory()) {
verify.PauseSeconds = secondsDelay;
provider.SendEvent(new EventItem(verify, null, EventType.Connect, null));
provider.SendEvent(new EventItem(verify, symbol, EventType.StartSymbol, new StartSymbolDetail(TimeStamp.MinValue)));
VerifyConnected(verify);
ClearOrders(0);
ClearPosition(provider, verify, secondsDelay);
TickIO lastTick = verify.LastTick;
double bid = lastTick.IsTrade ? lastTick.Price : lastTick.Bid;
double ask = lastTick.IsTrade ? lastTick.Price : lastTick.Ask;
int strategyPosition = 0;
LogicalOrder enterBuyLimit = CreateEntry(strategy, OrderType.BuyLimit, bid - 280 * symbol.MinimumTick, 2, strategyPosition);
LogicalOrder enterSellLimit = CreateEntry(strategy, OrderType.SellLimit, ask + 340 * symbol.MinimumTick, 2, strategyPosition);
LogicalOrder exitSellLimit = CreateExit(strategy, OrderType.SellLimit, ask + 380 * symbol.MinimumTick, strategyPosition);
CreateExit(strategy, OrderType.SellLimit, ask + 400 * symbol.MinimumTick, strategyPosition);
CreateExit(strategy, OrderType.BuyLimit, bid - 150 * symbol.MinimumTick, strategyPosition);
LogicalOrder exitBuyStop = CreateExit(strategy, OrderType.BuyStop, ask + 540 * symbol.MinimumTick, strategyPosition);
var count = verify.Verify(2, assertTick, secondsDelay, () => {
SendOrders(provider, verify, 0, secondsDelay);
});
Assert.GreaterOrEqual(count, 2, "tick count");
ClearOrders(0);
enterBuyLimit.Price = bid - 260 * symbol.MinimumTick;
enterSellLimit.Price = ask + 280 * symbol.MinimumTick;
orders.AddLast(enterBuyLimit);
orders.AddLast(enterSellLimit);
orders.AddLast(exitSellLimit);
count = verify.Verify(2, assertTick, secondsDelay, () => {
SendOrders(provider, verify, 0, secondsDelay);
});
Assert.GreaterOrEqual(count, 2, "tick count");
ClearOrders(0);
//ClearPosition(provider,verify,secondsDelay);
count = verify.Wait(1, secondsDelay);
}
}
